Cantitate/Preț
Produs

Simulation of Stochastic Processes with Given Accuracy and Reliability

Autor Yuriy V. Kozachenko, Oleksandr O. Pogorilyak, Iryna V. Rozora, Antonina M. Tegza
en Limba Engleză Hardback – 23 noi 2016
Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes.  Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered.


  • Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes
  • Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic
  • Provides methods and tools in measuring accuracy and reliability in functional spaces
Citește tot Restrânge

Preț: 99872 lei

Preț vechi: 109749 lei
-9% Nou

Puncte Express: 1498

Preț estimativ în valută:
19112 20043$ 15937£

Carte tipărită la comandă

Livrare economică 01-15 ianuarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781785482175
ISBN-10: 1785482173
Pagini: 346
Dimensiuni: 152 x 229 x 22 mm
Greutate: 0.63 kg
Editura: ELSEVIER SCIENCE

Public țintă

Graduate and post-graduates on modeling and simulation courses; Specialists in probability theory,and mathematical statistics who are interested in the theory and applications of stochastic simulation

Cuprins

1. The Distribution of the Estimates for the Norm of Sub-Gaussian Stochastic Processes.
2. Simulation of Stochastic Processes Presented in the Form of Series.
3. Simulation of Gaussian Stochastic Processes with Respect to Output Processes of the System.
4. The Construction of the Model of Gaussian Stationary Processes.
5. The Modeling of Gaussian Stationary Random?Processes with a Certain Accuracy and Reliability.
6. Simulation of Cox Random Processes.
7. On the Modeling of Gaussian Stationary Processes with Absolutely Continuous Spectrum.
8. Simulation of Gaussian Isotropic Random Fields on a Sphere.

Recenzii

"The book will be useful both for mathematicians and practitioners who deal with stochastic models. It contains rigorous formulas together with simulation results. The mathematical level of the book is high, however it is accessible for everybody who is interested in approximations of stochastic processes." --Zentralblatt MATH 1376